These are both members of the Archimedian family of copulas and have a different range of correlation parameter in this implementation. Try values of copcoeff up to +/- 50 for the Frank copula and in the range [0,10] for the Gumbel copula..

Many other forms of copula are available in the R Copula library. They can be extended to more than 2 dimensions for multiple co-varying parameters.